+34.6%
TSLA vs RUN
-34.3%
+68.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.6% |
| 7D | +3.4% | +10.2% | -6.8% | +2.3% |
| 30D | +12.0% | -9.6% | +21.7% | +13.2% |
| 3M | -10.0% | -31.5% | +21.5% | -6.5% |
| 6M | -7.2% | -18.7% | +11.5% | -5.3% |
| YTD | -18.1% | -49.9% | +31.8% | -13.8% |
| 1Y | +6.3% | -45.5% | +51.8% | +10.7% |
| All | +34.6% | -34.3% | +68.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling